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We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

Numerical Analysis · Mathematics 2021-05-04 T. Butler , J. D. Jakeman , T. Wildey

Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…

Data Analysis, Statistics and Probability · Physics 2024-09-24 Mohammad Hossein Namjoo

Natural disasters (e.g., hurricanes) affect millions of people each year, causing widespread destruction in their wake. People have recently taken to social media websites (e.g., Twitter) to share their sentiments and feelings with the…

Computation and Language · Computer Science 2020-04-30 Shrey Desai , Cornelia Caragea , Junyi Jessy Li

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

Accurate and reliable probabilistic forecasts of hydrological quantities like runoff or water level are beneficial to various areas of society. Probabilistic state-of-the-art hydrological ensemble prediction models are usually driven with…

Applications · Statistics 2020-01-17 Sándor Baran , Stephan Hemri , Mehrez El Ayari

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

Methodology · Statistics 2024-11-19 Joseph Feldman , Daniel Kowal

The advent of Generative Artificial Intelligence (GAI) has heralded an inflection point that changed how society thinks about knowledge acquisition. While GAI cannot be fully trusted for decision-making, it may still provide valuable…

Methodology · Statistics 2025-05-20 Sean O'Hagan , Veronika Ročková

Behavioral economics show us that emotions play an important role in individual behavior and decision-making. Does this also affect collective decision making in a community? Here we investigate whether the community sentiment energy of a…

Social and Information Networks · Computer Science 2017-09-11 Xiang Wang , Chen Wang , Zhaoyun Ding , Min Zhu , Jiumin Huang

We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

General Finance · Quantitative Finance 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer

The Bayesian statistical paradigm provides a principled and coherent approach to probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting problem -- model, parameters, latent states -- is able to be…

Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…

Methodology · Statistics 2017-07-11 Simon H. Tindemans , Goran Strbac

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

Several studies have shown that deep learning models can provide more accurate volatility forecasts than the traditional methods used within this domain. This paper presents a composite model that merges a deep learning approach with…

Machine Learning · Computer Science 2022-11-18 V Ncume , T. L van Zyl , A Paskaramoorthy

A probabilistic expert system emulates the decision-making ability of a human expert through a directional graphical model. The first step in building such systems is to understand data generation mechanism. To this end, one may try to…

Methodology · Statistics 2021-09-29 Vahid Partovi Nia , Xinlin Li , Masoud Asgharian , Shoubo Hu , Zhitang Chen , Yanhui Geng

When using complex Bayesian models to combine information, the checking for consistency of the information being combined is good statistical practice. Here a new method is developed for detecting prior-data conflicts in Bayesian models…

Methodology · Statistics 2016-11-29 David J. Nott , Xueou Wang , Michael Evans , Berthold-Georg Englert

We describe a Bayesian formalism for analyzing individual gravitational-wave events in light of the rest of an observed population. This analysis reveals how the idea of a "population-informed prior" arises naturally from a suitable…

General Relativity and Quantum Cosmology · Physics 2021-11-11 Christopher J. Moore , Davide Gerosa

Understanding the impact of collective social phenomena in epidemic dynamics is a crucial task to effectively contain the disease spread. In this work we build a mathematical description for assessing the interplay between opinion…

Physics and Society · Physics 2023-03-10 Mattia Zanella

Randomized controlled experiments assess new policy impacts on performance metrics to inform launch decisions. Traditional approaches evaluate metrics independently despite correlations, and mixed results (e.g., positive revenue impact,…

Applications · Statistics 2026-01-29 Hoiyi Ng , Guido Imbens

Modern statistical software and machine learning libraries are enabling semi-automated statistical inference. Within this context, it appears easier and easier to try and fit many models to the data at hand, reversing thereby the Fisherian…

Methodology · Statistics 2020-09-28 Pierre-Alexandre Mattei

Theoretically as well as experimentally it is investigated how people represent their knowledge in order to make decisions or to share their knowledge with others. Experiment 1 probes into the ways how people 6ather information about the…

Artificial Intelligence · Computer Science 2013-04-15 Alf C. Zimmer